ICICIGI

Icici Lombard Gic Limited

1945.3 -15.80 (-0.81%)

L: 1928.5 H: 1966.8

Back to Option Chain

Historical option data for ICICIGI
09 Dec 2025 04:11 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

ICICIGI 30-DEC-2025 1880 CE
Delta: 0.71 Vega: 1.59 Theta: -1.50 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	1945.30	98.8 ₹ 32,110	6.7 2177.50	30.39	5 1,625	0 0	9 2,925
8 Dec	1961.10	92.1 ₹ 29,932.5	-85.95 -27933.75	20.32	17 5,525	6 1,950	8 2,600
5 Dec	1974.40	179.35 ₹ 58,288.75	53.3 17322.50	-	0 0	0 0	0 0
4 Dec	1983.00	179.35 ₹ 58,288.75	53.3 17322.50	-	0 0	0 0	0 0
3 Dec	1972.40	179.35 ₹ 58,288.75	53.3 17322.50	-	0 0	0 0	0 0
2 Dec	1986.70	179.35 ₹ 58,288.75	53.3 17322.50	-	0 0	0 0	0 0
1 Dec	1991.40	179.35 ₹ 58,288.75	53.3 17322.50	-	0 0	0 0	0 0
28 Nov	1970.50	179.35 ₹ 58,288.75	53.3 17322.50	-	0 0	0 0	0 0
27 Nov	1980.70	179.35 ₹ 58,288.75	53.3 17322.50	-	0 0	0 0	0 0
26 Nov	2010.30	179.35 ₹ 58,288.75	53.3 17322.50	-	0 0	0 0	0 0
25 Nov	1999.00	179.35 ₹ 58,288.75	53.3 17322.50	-	0 0	0 0	0 0
24 Nov	1997.50	179.35 ₹ 58,288.75	53.3 17322.50	-	0 0	0 0	0 0
21 Nov	2004.10	179.35 ₹ 58,288.75	53.3 17322.50	-	0 0	2 650	0 0
20 Nov	2037.60	179.35 ₹ 58,288.75	53.3 17322.50	-	10 3,250	2 650	2 650
19 Nov	2041.70	126.05 ₹ 40,966.25	0 0.00	-	0 0	0 0	0 0
18 Nov	2025.80	126.05 ₹ 40,966.25	0 0.00	-	0 0	0 0	0 0
17 Nov	2042.90	126.05 ₹ 40,966.25	0 0.00	-	0 0	0 0	0 0
14 Nov	2005.10	126.05 ₹ 40,966.25	0 0.00	-	0 0	0 0	0 0
13 Nov	2033.80	126.05 ₹ 40,966.25	0 0.00	-	0 0	0 0	0 0
12 Nov	2028.60	126.05 ₹ 40,966.25	0 0.00	-	0 0	0 0	0 0
11 Nov	1996.10	126.05 ₹ 40,966.25	0 0.00	-	0 0	0 0	0 0

28 Oct	2019.00	126.05 ₹ 40,966.25	0 0.00	-	0 0	0 0	0 0
24 Oct	1993.90	126.05 ₹ 40,966.25	0 0.00	-	0 0	0 0	0 0
23 Oct	1979.20	126.05 ₹ 40,966.25	0 0.00	-	0 0	0 0	0 0
21 Oct	2007.00	126.05 ₹ 40,966.25	0 0.00	-	0 0	0 0	0 0
17 Oct	2001.00	126.05 ₹ 40,966.25	0 0.00	-	0 0	0 0	0 0
14 Oct	1854.80	126.05 ₹ 40,966.25	0 0.00	-	0 0	0 0	0 0
9 Oct	1882.70	126.05 ₹ 40,966.25	0 0.00	-	0 0	0 0	0 0
8 Oct	1878.10	126.05 ₹ 40,966.25	0 0.00	-	0 0	0 0	0 0
7 Oct	1906.00	126.05 ₹ 40,966.25	0 0.00	-	0 0	0 0	0 0
6 Oct	1925.80	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
3 Oct	1911.60	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Icici Lombard Gic Limited - strike price 1880 expiring on 30DEC2025

Delta for 1880 CE is 0.71

Historical price for 1880 CE is as follows

On 9 Dec ICICIGI was trading at 1945.30. The strike last trading price was 98.8, which was 6.7 higher than the previous day. The implied volatity was 30.39, the open interest changed by 0 which decreased total open position to 9

On 8 Dec ICICIGI was trading at 1961.10. The strike last trading price was 92.1, which was -85.95 lower than the previous day. The implied volatity was 20.32, the open interest changed by 6 which increased total open position to 8

On 5 Dec ICICIGI was trading at 1974.40. The strike last trading price was 179.35, which was 53.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 4 Dec ICICIGI was trading at 1983.00. The strike last trading price was 179.35, which was 53.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 3 Dec ICICIGI was trading at 1972.40. The strike last trading price was 179.35, which was 53.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 2 Dec ICICIGI was trading at 1986.70. The strike last trading price was 179.35, which was 53.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 1 Dec ICICIGI was trading at 1991.40. The strike last trading price was 179.35, which was 53.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 28 Nov ICICIGI was trading at 1970.50. The strike last trading price was 179.35, which was 53.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 27 Nov ICICIGI was trading at 1980.70. The strike last trading price was 179.35, which was 53.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 26 Nov ICICIGI was trading at 2010.30. The strike last trading price was 179.35, which was 53.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 25 Nov ICICIGI was trading at 1999.00. The strike last trading price was 179.35, which was 53.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 24 Nov ICICIGI was trading at 1997.50. The strike last trading price was 179.35, which was 53.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 21 Nov ICICIGI was trading at 2004.10. The strike last trading price was 179.35, which was 53.3 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 20 Nov ICICIGI was trading at 2037.60. The strike last trading price was 179.35, which was 53.3 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2

On 19 Nov ICICIGI was trading at 2041.70. The strike last trading price was 126.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 18 Nov ICICIGI was trading at 2025.80. The strike last trading price was 126.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 17 Nov ICICIGI was trading at 2042.90. The strike last trading price was 126.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 14 Nov ICICIGI was trading at 2005.10. The strike last trading price was 126.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 13 Nov ICICIGI was trading at 2033.80. The strike last trading price was 126.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 12 Nov ICICIGI was trading at 2028.60. The strike last trading price was 126.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 11 Nov ICICIGI was trading at 1996.10. The strike last trading price was 126.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 28 Oct ICICIGI was trading at 2019.00. The strike last trading price was 126.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 24 Oct ICICIGI was trading at 1993.90. The strike last trading price was 126.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 23 Oct ICICIGI was trading at 1979.20. The strike last trading price was 126.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 21 Oct ICICIGI was trading at 2007.00. The strike last trading price was 126.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 17 Oct ICICIGI was trading at 2001.00. The strike last trading price was 126.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 14 Oct ICICIGI was trading at 1854.80. The strike last trading price was 126.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 9 Oct ICICIGI was trading at 1882.70. The strike last trading price was 126.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 8 Oct ICICIGI was trading at 1878.10. The strike last trading price was 126.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 7 Oct ICICIGI was trading at 1906.00. The strike last trading price was 126.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 6 Oct ICICIGI was trading at 1925.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 3 Oct ICICIGI was trading at 1911.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

ICICIGI 30DEC2025 1880 PE
Delta: -0.21 Vega: 1.33 Theta: -0.52 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	1945.30	11 ₹ 3,575	1.9 617.50	19.86	32 10,400	6 1,950	217 70,525
8 Dec	1961.10	9.05 ₹ 2,941.25	0.5 162.50	19.33	39 12,675	15 4,875	211 68,575
5 Dec	1974.40	8.55 ₹ 2,778.75	-1.25 -406.25	-	0 0	-2 -650	0 0
4 Dec	1983.00	8.55 ₹ 2,778.75	-1.25 -406.25	21.56	11 3,575	-1 -325	197 64,025
3 Dec	1972.40	9.65 ₹ 3,136.25	-0.25 -81.25	20.86	14 4,550	3 975	198 64,350
2 Dec	1986.70	9.9 ₹ 3,217.5	1.05 341.25	22.70	41 13,325	-6 -1,950	195 63,375
1 Dec	1991.40	9 ₹ 2,925	-1.85 -601.25	21.90	10 3,250	1 325	200 65,000
28 Nov	1970.50	10.55 ₹ 3,428.75	-0.1 -32.50	19.95	300 97,500	129 41,925	199 64,675
27 Nov	1980.70	10.65 ₹ 3,461.25	3.3 1072.50	20.89	6 1,950	1 325	70 22,750
26 Nov	2010.30	7.3 ₹ 2,372.5	-3.6 -1170.00	21.73	130 42,250	52 16,900	68 22,100
25 Nov	1999.00	11 ₹ 3,575	2.6 845.00	21.70	19 6,175	8 2,600	16 5,200
24 Nov	1997.50	8.4 ₹ 2,730	-1.25 -406.25	-	0 0	0 0	0 0
21 Nov	2004.10	8.4 ₹ 2,730	-1.25 -406.25	-	0 0	-1 -325	0 0
20 Nov	2037.60	8.4 ₹ 2,730	-1.25 -406.25	23.25	7 2,275	2 650	11 3,575
19 Nov	2041.70	9.65 ₹ 3,136.25	-0.8 -260.00	23.29	6 1,950	3 975	9 2,925
18 Nov	2025.80	10.45 ₹ 3,396.25	-4.8 -1560.00	23.53	6 1,950	5 1,625	6 1,950
17 Nov	2042.90	15.25 ₹ 4,956.25	-72.55 -23578.75	-	0 0	0 0	0 0
14 Nov	2005.10	15.25 ₹ 4,956.25	-72.55 -23578.75	-	0 0	0 0	0 0
13 Nov	2033.80	15.25 ₹ 4,956.25	-72.55 -23578.75	-	0 0	0 0	0 0
12 Nov	2028.60	15.25 ₹ 4,956.25	-72.55 -23578.75	-	0 0	1 325	0 0
11 Nov	1996.10	15.25 ₹ 4,956.25	-72.55 -23578.75	21.91	1 325	0 0	0 0
28 Oct	2019.00	87.8 ₹ 28,535	0 0.00	-	0 0	0 0	0 0
24 Oct	1993.90	87.8 ₹ 28,535	0 0.00	4.68	0 0	0 0	0 0
23 Oct	1979.20	87.8 ₹ 28,535	0 0.00	4.24	0 0	0 0	0 0
21 Oct	2007.00	87.8 ₹ 28,535	0 0.00	-	0 0	0 0	0 0
17 Oct	2001.00	87.8 ₹ 28,535	0 0.00	-	0 0	0 0	0 0
14 Oct	1854.80	87.8 ₹ 28,535	0 0.00	0.82	0 0	0 0	0 0
9 Oct	1882.70	87.8 ₹ 28,535	0 0.00	1.54	0 0	0 0	0 0
8 Oct	1878.10	87.8 ₹ 28,535	0 0.00	-	0 0	0 0	0 0
7 Oct	1906.00	87.8 ₹ 28,535	0 0.00	2.14	0 0	0 0	0 0
6 Oct	1925.80	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
3 Oct	1911.60	0 ₹ 0	0 0.00	2.17	0 0	0 0	0 0

For Icici Lombard Gic Limited - strike price 1880 expiring on 30DEC2025

Delta for 1880 PE is -0.21

Historical price for 1880 PE is as follows

On 9 Dec ICICIGI was trading at 1945.30. The strike last trading price was 11, which was 1.9 higher than the previous day. The implied volatity was 19.86, the open interest changed by 6 which increased total open position to 217

On 8 Dec ICICIGI was trading at 1961.10. The strike last trading price was 9.05, which was 0.5 higher than the previous day. The implied volatity was 19.33, the open interest changed by 15 which increased total open position to 211

On 5 Dec ICICIGI was trading at 1974.40. The strike last trading price was 8.55, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0

On 4 Dec ICICIGI was trading at 1983.00. The strike last trading price was 8.55, which was -1.25 lower than the previous day. The implied volatity was 21.56, the open interest changed by -1 which decreased total open position to 197

On 3 Dec ICICIGI was trading at 1972.40. The strike last trading price was 9.65, which was -0.25 lower than the previous day. The implied volatity was 20.86, the open interest changed by 3 which increased total open position to 198

On 2 Dec ICICIGI was trading at 1986.70. The strike last trading price was 9.9, which was 1.05 higher than the previous day. The implied volatity was 22.70, the open interest changed by -6 which decreased total open position to 195

On 1 Dec ICICIGI was trading at 1991.40. The strike last trading price was 9, which was -1.85 lower than the previous day. The implied volatity was 21.90, the open interest changed by 1 which increased total open position to 200

On 28 Nov ICICIGI was trading at 1970.50. The strike last trading price was 10.55, which was -0.1 lower than the previous day. The implied volatity was 19.95, the open interest changed by 129 which increased total open position to 199

On 27 Nov ICICIGI was trading at 1980.70. The strike last trading price was 10.65, which was 3.3 higher than the previous day. The implied volatity was 20.89, the open interest changed by 1 which increased total open position to 70

On 26 Nov ICICIGI was trading at 2010.30. The strike last trading price was 7.3, which was -3.6 lower than the previous day. The implied volatity was 21.73, the open interest changed by 52 which increased total open position to 68

On 25 Nov ICICIGI was trading at 1999.00. The strike last trading price was 11, which was 2.6 higher than the previous day. The implied volatity was 21.70, the open interest changed by 8 which increased total open position to 16

On 24 Nov ICICIGI was trading at 1997.50. The strike last trading price was 8.4, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 21 Nov ICICIGI was trading at 2004.10. The strike last trading price was 8.4, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0

On 20 Nov ICICIGI was trading at 2037.60. The strike last trading price was 8.4, which was -1.25 lower than the previous day. The implied volatity was 23.25, the open interest changed by 2 which increased total open position to 11

On 19 Nov ICICIGI was trading at 2041.70. The strike last trading price was 9.65, which was -0.8 lower than the previous day. The implied volatity was 23.29, the open interest changed by 3 which increased total open position to 9

On 18 Nov ICICIGI was trading at 2025.80. The strike last trading price was 10.45, which was -4.8 lower than the previous day. The implied volatity was 23.53, the open interest changed by 5 which increased total open position to 6

On 17 Nov ICICIGI was trading at 2042.90. The strike last trading price was 15.25, which was -72.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 14 Nov ICICIGI was trading at 2005.10. The strike last trading price was 15.25, which was -72.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 13 Nov ICICIGI was trading at 2033.80. The strike last trading price was 15.25, which was -72.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 12 Nov ICICIGI was trading at 2028.60. The strike last trading price was 15.25, which was -72.55 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 11 Nov ICICIGI was trading at 1996.10. The strike last trading price was 15.25, which was -72.55 lower than the previous day. The implied volatity was 21.91, the open interest changed by 0 which decreased total open position to 0

On 28 Oct ICICIGI was trading at 2019.00. The strike last trading price was 87.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 24 Oct ICICIGI was trading at 1993.90. The strike last trading price was 87.8, which was 0 lower than the previous day. The implied volatity was 4.68, the open interest changed by 0 which decreased total open position to 0

On 23 Oct ICICIGI was trading at 1979.20. The strike last trading price was 87.8, which was 0 lower than the previous day. The implied volatity was 4.24, the open interest changed by 0 which decreased total open position to 0

On 21 Oct ICICIGI was trading at 2007.00. The strike last trading price was 87.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 17 Oct ICICIGI was trading at 2001.00. The strike last trading price was 87.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 14 Oct ICICIGI was trading at 1854.80. The strike last trading price was 87.8, which was 0 lower than the previous day. The implied volatity was 0.82, the open interest changed by 0 which decreased total open position to 0

On 9 Oct ICICIGI was trading at 1882.70. The strike last trading price was 87.8, which was 0 lower than the previous day. The implied volatity was 1.54, the open interest changed by 0 which decreased total open position to 0

On 8 Oct ICICIGI was trading at 1878.10. The strike last trading price was 87.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 7 Oct ICICIGI was trading at 1906.00. The strike last trading price was 87.8, which was 0 lower than the previous day. The implied volatity was 2.14, the open interest changed by 0 which decreased total open position to 0

On 3 Oct ICICIGI was trading at 1911.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.17, the open interest changed by 0 which decreased total open position to 0

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